What is Discrete Cosine Transform?
A discrete cosine transform (DCT) expresses a finite sequence of data points in terms of a sum of cosine functions oscillating at different frequencies. The DCT, first proposed by Nasir Ahmed in 1972, is a widely used transformation technique in signal processing and data compression. It is used in most digital media, including digital images (such as JPEG and HEIF, where small high-frequency components can be discarded), digital video (such as MPEG and H.26x), digital audio (such as Dolby Digital, MP3 and AAC), digital television (such as SDTV, HDTV and VOD), digital radio (such as AAC+ and DAB+), and speech coding (such as AAC-LD, Siren and Opus). DCTs are also important to numerous other applications in science and engineering, such as digital signal processing, telecommunication devices, reducing network bandwidth usage, and spectral methods for the numerical solution of partial differential equations.
Fast Discrete Cosine Transform
The algorithm performs a fast cosine transform of the real function defined by nn samples on the real axis.
Depending on the passed parameters, it can be executed both direct and inverse conversion.
- tnn - Number of function values minus one. Should be 1024 degree of two. The algorithm does not check correct value passed.
- a - array of Real 1025 Function values.
- InverseFCT - the direction of the transformation. True if reverse, False if direct.
- Output parameters: a - the result of the transformation. For more details, see description on the site. https://www.alglib.net/fasttransforms/fft.php
- 7 types of RSI
- 33 source inputs from Loxx's Expanded Source Types
- 2 types of signals
VIP Membership Info: www.patreon.com/algxtrading/membership
In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.